-56.8%
TSLL vs WEC
+28.5%
-85.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.7% | +8.5% |
| 7D | -21.2% | -0.2% | -21.0% | -21.2% |
| 30D | -13.3% | +12.3% | -25.6% | -12.9% |
| 3M | +15.4% | +8.3% | +7.1% | +15.8% |
| 6M | -34.2% | +3.5% | -37.7% | -34.2% |
| YTD | -52.9% | +12.7% | -65.6% | -53.5% |
| 1Y | -54.3% | +8.2% | -62.5% | -54.7% |
| 3Y | -18.4% | +55.9% | -74.2% | -27.9% |
| All | -56.8% | +28.5% | -85.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling